加载中...
AI 原生量化投研平台AI-native quantitative research platform
正在加载…Loading…
页面仍在加载，可以继续等待，或重新加载。The page is still loading. You can keep waiting or reload.
部分页面资源未能加载，请重新加载。Some page resources could not load. Please reload.
设备当前处于离线状态，恢复连接后可以继续等待或重新加载。Your device is offline. Once connected, you can keep waiting or reload.
因子逻辑
财务因子 · 现金流量：经营活动产生的现金流量净额占比（滚动12期），取平台表 cn_stock_factors_financial_indicators 的 cffoa_ratio_ttm 列原值。
BigQuant SQL
SELECT date, instrument, cffoa_ratio_ttm AS factorFROM cn_stock_factors_financial_indicatorsORDER BY date, instrumentbq examples new strategies/multi_factor.py bqf_10514_strategy.py --name '经营净现金流占比（滚动12期） 选股' \ --set 'TABLES=["cn_stock_factors_financial_indicators"]' --set 'FACTORS=["cffoa_ratio_ttm"]' --set 'HOLD=30' \ --set 'EVERY=20' --set 'BENCHMARK="000300.SH"' --set 'START="2021-01-01"' \ --set 'END="2026-09-23"' \ && python bqf_10514_strategy.pySELECT date, instrument, cffoa_ratio_ttm FROM cn_stock_factors_financial_indicators带入当前因子，在 Cowork 中继续研究。
from bigquant import factor
values = factor.values(["BQF_10514"], "2021-01-01", "2026-09-23")report = factor.analyze( values, start_date="2021-01-01", end_date="2026-09-23", universe=("all", "hs300"), neutralize=(None, "size+industry"), depth="deep",)report.render()